On optimal methods in numerical analysis
A. G. Sukharev (1984)
Banach Center Publications
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Round-off error analysis of the gradient method.
Displaying similar documents to “Minimax optimal control problems. Numerical analysis of the finite horizon case”
On optimal methods in numerical analysis
Analysis of a time optimal control problem related to the management of a bioreactor
Lino J. Alvarez-Vázquez, Francisco J. Fernández, Aurea Martínez (2011)
ESAIM: Control, Optimisation and Calculus of Variations
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We consider a time optimal control problem arisen from the optimal management of a bioreactor devoted to the treatment of eutrophicated water. We formulate this realistic problem as a state-control constrained time optimal control problem. After analyzing the state system (a complex system of coupled partial differential equations with non-smooth coefficients for advection-diffusion-reaction with Michaelis-Menten kinetics, modelling the eutrophication processes) we demonstrate the existence...
On the determination of optimal time horizon in a control problem in natural resource economics.
Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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An existence theorem for a class of optimal problems with delayed argument.
Tadumadze, T., Gelashvili, K. (2000)
Memoirs on Differential Equations and Mathematical Physics
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The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
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The non-parameter penalty function method in constrained optimal control problems.
Xing, An-Qing (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Minimax optimal control problems. Numerical analysis of the finite horizon case
Silvia C. Di Marco, Roberto L. V. González (1999)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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Existence of optimal solutions in general discrete systems
Jaroslav Doležal (1975)
Kybernetika
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Application of the optimal control theory to the wastewater elimination problem.
Lino José Alvarez-Vázquez, Alfredo Bermúdez, Aurea Martínez, Carmen Rodríguez, Miguel Ernesto Vázquez-Méndez (2002)
RACSAM
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The main goal of this paper is to show some applications of the optimal control theory to the wastewater elimination problem. Firstly, we deal with the numerical simulation of a given situation. We present a suitable mathematical model, propose a method to solve it and show the numerical results for a realistic situation in the (Spain). Secondly, in the same framework of wastewater elimination problem, we pose two economic-environmental problems which can be formulated as constrained...
Discrete time optimal dividend problem with constant premium and exponentially distributed claims
Dariusz Socha (2014)
Applicationes Mathematicae
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.